To expand and to abandon : real options under asset variance risk premium
Hedayat Alibeiki, Babak Lotfaliei
| Year of publication: |
2022
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|---|---|
| Authors: | Alibeiki, Hedayat ; Lotfaliei, Babak |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 300.2022, 2 (16.7.), p. 771-787
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| Subject: | Abandonment option | Expansion option | Project management | Real option | Variance risk premium | Realoptionsansatz | Real options analysis | Risikoprämie | Risk premium | Optionspreistheorie | Option pricing theory | Projektmanagement | Optionsgeschäft | Option trading | Derivat | Derivative |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2021.10.027 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013207304